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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
The determinants of euro area sovereign bond yield spreads during the crisis | Central Bank European - European Central Bank | Secondary Markets | 2014 |
Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis | Battistini, N., M. Pagano and S. Simonelli - Rutgers University; University of Naples Federico II, CSEF, EIEF and CEPR | Secondary Markets | 2014 |
Explaining Sovereign Spreads in the Euro Area: The Role of Contagion, Fiscal Sustainability and Multipla Equilibria | Sergio Capaldi - Intesa Sanpaolo Bank | Secondary Markets | 2014 |
Measuring Treasury Market Liquidity | Michael J. Fleming - Research officer at the Federal Reserve Bank of New York. michael.fleming@ny.frb.org | Secondary Markets | 2003 |
Conditional Volatility in Affine Term Structure Models: Evidence from Treasury and Swap Markets | Kris Jacobs, Lotfi Karoui - McGill University - Faculty of Management, Goldman, Sachs & Co | Secondary Markets | 2008 |
Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds | Zorka Simon - University of Mannheim | Secondary Markets | 2015 |
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations | Ulrich Bindseil, Kjell G. Nyborg, Ilya A. Strebulaev - European Central Bank, UCLA Anderson School of Management, London Business School | Secondary Markets | 2004 |
The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)? Evidence from the eurozone | Giuseppe Grande, Sergio Masciantonio, Andrea Tiseno - Bank of Italy, Bank of Italy, Bank of Italy | Secondary Markets | 2014 |
Emerging Market Portfolio Flows : The Role of Benchmark-Driven Investors | Serkan Arslanalp (1) ; Takahiro Tsuda (2) - International Monetary Fund (1); Ministry of Finance Japan (2) | Secondary Markets | 2015 |
Non-residents’ Holdings, Market Volatility and Public Debt Sustainability. An Analysis with Data for Italy | Gianluca Cafiso - University of Catania, Italy | Secondary Markets | 2016 |
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